학술논문

Feasibility and Constraint Analysis of Sets of Linear Matrix Inequalities.
Document Type
Article
Source
INFORMS Journal on Computing. Winter2010, Vol. 22 Issue 1, p144-153. 10p. 2 Diagrams, 7 Charts, 3 Graphs.
Subject
*MATHEMATICAL inequalities
*SEMIDEFINITE programming
*LINEAR programming
*MATHEMATICS problems & exercises
*FUNCTIONAL equations
Language
ISSN
1091-9856
Abstract
We present a constraint analysis methodology for linear matrix inequality constraints. If the constraint set is found to be feasible, we search for a minimal representation; otherwise, we search for an irreducible infeasible system. The work is based on the solution of a set-covering problem where each row corresponds to a sample point and is determined by constraint satisfaction at the sampled point. Thus, an implementation requires a method to collect points in the ambient space and a constraint oracle. Much of this paper will be devoted to the development of a hit-and-run sampling methodology. Test results confirm that our approach not only provides information required for constraint analysis but will also, if the feasible region has a nonvoid interior, with probability one, find a feasible point. [ABSTRACT FROM AUTHOR]